E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
947.00 |
945.75 |
-1.25 |
-0.1% |
871.50 |
| High |
952.25 |
972.25 |
20.00 |
2.1% |
936.25 |
| Low |
939.50 |
944.75 |
5.25 |
0.6% |
861.50 |
| Close |
945.00 |
964.50 |
19.50 |
2.1% |
932.50 |
| Range |
12.75 |
27.50 |
14.75 |
115.7% |
74.75 |
| ATR |
16.86 |
17.62 |
0.76 |
4.5% |
0.00 |
| Volume |
1,610 |
1,710 |
100 |
6.2% |
9,847 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,043.00 |
1,031.25 |
979.50 |
|
| R3 |
1,015.50 |
1,003.75 |
972.00 |
|
| R2 |
988.00 |
988.00 |
969.50 |
|
| R1 |
976.25 |
976.25 |
967.00 |
982.00 |
| PP |
960.50 |
960.50 |
960.50 |
963.50 |
| S1 |
948.75 |
948.75 |
962.00 |
954.50 |
| S2 |
933.00 |
933.00 |
959.50 |
|
| S3 |
905.50 |
921.25 |
957.00 |
|
| S4 |
878.00 |
893.75 |
949.50 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.25 |
1,108.25 |
973.50 |
|
| R3 |
1,059.50 |
1,033.50 |
953.00 |
|
| R2 |
984.75 |
984.75 |
946.25 |
|
| R1 |
958.75 |
958.75 |
939.25 |
971.75 |
| PP |
910.00 |
910.00 |
910.00 |
916.50 |
| S1 |
884.00 |
884.00 |
925.75 |
897.00 |
| S2 |
835.25 |
835.25 |
918.75 |
|
| S3 |
760.50 |
809.25 |
912.00 |
|
| S4 |
685.75 |
734.50 |
891.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
972.25 |
924.00 |
48.25 |
5.0% |
16.25 |
1.7% |
84% |
True |
False |
1,430 |
| 10 |
972.25 |
861.50 |
110.75 |
11.5% |
18.00 |
1.9% |
93% |
True |
False |
1,900 |
| 20 |
972.25 |
861.25 |
111.00 |
11.5% |
16.75 |
1.7% |
93% |
True |
False |
1,790 |
| 40 |
972.25 |
861.25 |
111.00 |
11.5% |
16.75 |
1.7% |
93% |
True |
False |
1,146 |
| 60 |
972.25 |
857.00 |
115.25 |
11.9% |
18.00 |
1.9% |
93% |
True |
False |
775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,089.00 |
|
2.618 |
1,044.25 |
|
1.618 |
1,016.75 |
|
1.000 |
999.75 |
|
0.618 |
989.25 |
|
HIGH |
972.25 |
|
0.618 |
961.75 |
|
0.500 |
958.50 |
|
0.382 |
955.25 |
|
LOW |
944.75 |
|
0.618 |
927.75 |
|
1.000 |
917.25 |
|
1.618 |
900.25 |
|
2.618 |
872.75 |
|
4.250 |
828.00 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
962.50 |
961.00 |
| PP |
960.50 |
957.50 |
| S1 |
958.50 |
954.00 |
|